Dear Thomas;
"I am told that in Buddhist legend the heaven of the Thirty-three gods is located on the top of Mount Sineru (Sumeru); asuras live in the area at the foot of the mountain; and the Four Great Kings reside on each side of the mountain. But I do not see this information in the Sakka Samyutta.
...Does anyone know which Pali text (s) records the legend of Monut Sineru (in connection to the Thirty-three gods)?"
There is some information in the Dictionary of Pali Proper Names:
http://what-buddha-said.net/library/DPPN/t/taavatimsa.htm
Haldar's Early Buddhist Mythology might also have something about this.
I am reading illuminated manuscripts on Buddhist cosmology nowadays in Thai or Tai scripts. They have illustrations of many things, perhaps this too. Just to let you know.
With metta,
Jon Fernquest